I'm confused as to why you think he would go back to his time. The way this movie was set up was that the existence each individual version of himself is effected by the past version of himself, so if the past version of himself dies, then the future version would no longer exist.

I mean at the point of time between "After the TK ends" and "Before Young Joe kill himself". There's a period of time where Old Joe was falling down and then getting up and then pointing a gun at the mother. But since at that point Cid wouldn't be Rainmaker (unless Old Joe kills his mother), shouldn't he automatically go back to his time (Then Young Joe wouldn't need to kill himself)?